+149.6%
WFC vs MAGS
+188.2%
-38.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +3.8% | +0.5% | +3.2% | +3.6% |
| 30D | +1.5% | +1.5% | 0.0% | +0.9% |
| 3M | +10.9% | +0.5% | +10.4% | +10.4% |
| 6M | +8.4% | +11.6% | -3.2% | +3.4% |
| YTD | -1.9% | +5.3% | -7.2% | -4.3% |
| 1Y | +12.3% | +14.9% | -2.5% | +5.9% |
| 3Y | +132.3% | +128.9% | +3.4% | +84.4% |
| All | +149.6% | +188.2% | -38.5% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling